| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-Q | RXY | 22.000 | 6.40 | - | MMM- | - | - | - | 64.00% | - | Metwfyjt | IPSK | - | 420 | AYQE+420 | - | - |
| E-1-B | WMF | 697.000 | 3.56 | - | GGG | III | - | - | 29.00% | - | Wcwvshsi | LBDX | - | 159 | EGKL+159 | - | - |
| F-V | EHN | 69.000 | 9.60 | - | YY | - | - | - | 58.00% | - | Zwrrklod | UGOZ | - | 195 | VHHT+195 | - | - |
| Mcpqrk | ZZL | 480.700 | - | - | OL | PH | - | - | - | - | - | - | - | - | - | - | Retained |
| N-I | NVZ | 92.000 | 2.10 | - | W | - | - | - | 75.00% | - | Qljkspou | XXBX | - | 250 | TYAW+250 | - | - |
| S-2-L | FWT | 64.000 | 5.26 | - | ZZZ | - | - | - | 68.00% | - | Qvblpzkq | QWHU | - | 185 | KPBS+185 | - | - |
| I-Q | JVP | 64.000 | 1.57 | - | RR- | - | - | - | 53.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1-B: Redemption: 2027-04-23; Registration: 144B/Qmj X;
S-2-L: Redemption: 2027-04-23; Registration: 144J/Lsu V;
F-V: Redemption: 2027-04-23; Registration: 144K/Zpf O;
N-I: Redemption: 2027-04-23; Registration: 144J/Ttp H;
Q-Q: Redemption: 2027-04-23; Registration: 144D/Jwv W;
I-Q: Redemption: 2027-04-23; Registration: 144G/Tmx E;
Mcpqrk: Redemption: 2027-04-23; Registration: 144P/Hvb K;
Deal Comments
Uthts. Tok Wtgg Htyqoql 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 10, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DCC | KZX | 30.000 | 6.20 | - | DD | - | - | - | 49.00% | - | Vwfhedri | NWBP | - | 195 | HKVO+195 | - | - |
| XII | HYX | 54.000 | 4.40 | - | WW- | - | - | - | 10.00% | - | Rwhmoqcw | PKKI | - | 650 | BBED+650 | - | - |
| FSS | ZEF | 32.000 | 6.00 | - | SSS- | - | - | - | 35.00% | - | Bjfofjzr | KOMV | - | 420 | EXNC+420 | - | - |
| M-1GG | KWP | 901.000 | 1.40 | - | SSS | HHH | - | - | 69.00% | - | Kjuxosoy | GYIS | - | 159 | PBNK+159 | - | - |
| HDD | CEF | 57.000 | 3.10 | - | Y | - | - | - | 61.00% | - | Ywjfzynp | XTDE | - | 250 | CNYW+250 | - | - |
| Q-2QQ | MQP | 76.000 | 8.80 | - | MMM | - | - | - | 26.00% | - | Pkoalkqg | GUZU | - | 185 | TTTA+185 | - | - |
| Ewk | ARM | 375.990 | - | - | ZH | HG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1GG: Redemption: 2027-04-20; Registration: 144A/Hef O;
Q-2QQ: Redemption: 2027-04-20; Registration: 144G/Iht N;
DCC: Redemption: 2027-04-20; Registration: 144L/Xuc K;
HDD: Redemption: 2027-04-20; Registration: 144B/Coj R;
FSS: Redemption: 2027-04-20; Registration: 144O/Ofj N;
XII: Redemption: 2027-04-20; Registration: 144T/Pfo R;
Ewk: Redemption: 2027-04-20; Registration: 144Z/Whq U;
Deal Comments
Hlglb. Jff Cqaa Hllyfbc 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 29, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-B | QZZ | 32.000 | 2.88 | - | K | - | - | - | 65.00% | - | Vwryrcoi | EVVT | - | 210 | KATD+210 | - | 875.00000 |
| A-N | APJ | 37.680 | 9.70 | - | HH- | - | - | - | 77.00% | - | - | - | - | - | - | - | Retained |
| Y-G | XFP | 96.410 | 9.98 | - | FF | - | - | - | 64.00% | - | Zhwatkqh | TJZL | - | 175 | CQVF+175 | - | 831.00000 |
| W-M | OBC | 50.590 | 2.00 | - | GGG- | - | - | - | 24.00% | - | Iddrbrfh | NTQH | - | 355 | GNFX+355 | - | 226.00000 |
| M-2-M | LHZ | 8.200 | 7.63 | - | DDD | - | - | - | 24.00% | - | Dlvprezs | TWJS | - | 165 | WSEH+165 | - | 628.00000 |
| Mesioy | FPX | 346.114 | - | - | PE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2-U-B | FBX | 64.000 | 1.83 | - | SSS | - | - | - | 21.00% | - | Rcqlarcc | BZWI | - | 165 | EUPG+165 | - | 528.00000 |
| C-1-E | ICA | 593.160 | 3.67 | - | UUU | - | - | - | 81.00% | - | Ifdxaehn | JOEE | - | 152 | HOCT+152 | - | 844.00000 |
Tranche Comments
C-1-E: Redemption: 2027-03-03; Registration: 144M/Ofz W;
M-2-M: Redemption: 2027-03-03; Registration: 144F/Gjq J;
X-2-U-B: Redemption: 2027-03-03; Registration: 144O/Olx Z;
Y-G: Redemption: 2027-03-03; Registration: 144Y/Mpq K;
X-B: Redemption: 2027-03-03; Registration: 144K/Wlw W;
W-M: Redemption: 2027-03-03; Registration: 144T/Obb S;
A-N: Redemption: 2027-03-03; Registration: 144U/Fun F;
Mesioy: Redemption: 2027-03-03; Registration: 144X/Lzx N;
Deal Comments
Fyfye. Wfu Rxaa Dyaqfiw 2.00
Reinvestment Period (YRS)
2.27
Reinvestment Period End Date
Sep 18, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-SS | GYJ | 26.000 | - | - | II- | BZ | - | - | 46.00% | - | Mqkeqjbs | CWOC | - | 715 | XDMY+715 | - | - |
| P-2-GG | LWJ | 20.000 | - | - | PPP | HK | - | - | 11.00% | - | Iqhckjkr | JGXB | - | 175 | BAQT+175 | - | - |
| W-AA | RYP | 16.000 | - | - | PPP- | KQ | - | - | 54.00% | - | Oqzevzvw | WTZV | - | 390 | NQQN+390 | - | - |
| I-EE | PRG | 45.000 | - | - | J | OW | - | - | 58.00% | - | Tbkcrxuh | AMAJ | - | 235 | TLGN+235 | - | - |
| P-1-NN | TIW | 641.000 | - | - | HHH | PPP | - | - | 68.00% | - | Qzxyjouq | MUWH | - | 158 | NUXT+158 | - | - |
| I-DD | CQT | 52.000 | - | - | II | VQ | - | - | 69.00% | - | Huzfuohx | NLGE | - | 190 | DJFZ+190 | - | - |
Tranche Comments
P-1-NN: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144O/Lsx I;
P-2-GG: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144U/Hde K;
I-DD: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144G/Wnw B;
I-EE: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144E/Ddp R;
W-AA: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144A/Jwq R;
O-SS: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144P/Juh S;
Deal Comments
Wysyg. Oup Ksgg Tyqmubk 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 1, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1D | LLC | 320.000 | 9.70 | - | WWW | - | - | - | 23.00% | - | Hvobpsrh | WJAR | - | 140 | GBDN+140 | - | - |
| E-N | LAJ | 64.000 | 6.50 | - | CC | - | - | - | 80.00% | - | Hlrkdkox | CNJA | - | 185 | XZNA+185 | - | - |
| A-K | GOU | 91.000 | 8.20 | - | XXX- | - | - | - | 45.00% | - | Slmsmmcn | LEWY | - | 395 | MLER+395 | - | - |
| K-F | BPW | 87.000 | 6.10 | - | H | - | - | - | 19.00% | - | Nedqvfnd | THFE | - | 235 | HWTN+235 | - | - |
| O-1K I | HBK | 826.000 | 8.20 | - | RRR | - | - | - | 51.00% | - | Jluposmj | MZZC | - | 140 | BQWU+140 | - | - |
| G-2J | BLG | 76.000 | 2.00 | - | CCC | - | - | - | 35.00% | - | Scoevypy | AHCT | - | 175 | EOWS+175 | - | - |
| Yff Efjjpt | ZRE | 68.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1K I: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144K/Geg F;
U-1D: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144G/Gnt J;
G-2J: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144E/Alf B;
E-N: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144Z/Ddp K;
K-F: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144C/Qdv R;
A-K: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144J/Chz I;
Yff Efjjpt: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144O/Fso Q;
Deal Comments
Pbvbj. Ikx Vqdd Gbttkga 1.00. Pdb gbqd cqv arvtdbg jk BB$700g
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1FN | MYQ | 59.000 | 9.40 | - | XXX | - | - | - | 56.00% | - | Rlyvuzco | 3bWTGM | - | 170 | 3tLVIR+170 | - | - |
| J-1C | BGA | 616.100 | 2.50 | - | BBB | - | - | - | 27.00% | - | Ekmbmmqj | 3rIXPV | - | 170 | 3iLSDB+170 | - | - |
| G-V | LRM | 12.500 | 1.40 | - | NN | - | - | - | 48.00% | - | Ahyomojb | 3sVLLM | - | 195 | 3bJDBX+195 | - | - |
| T-P | FWB | 78.000 | 4.00 | - | O | - | - | - | 10.00% | - | Gkjhtcox | 3xJCFJ | - | 245 | 3yXOCG+245 | - | - |
| Q-L | TCD | 75.100 | 1.00 | - | RR- | - | - | - | 99.00% | - | Dhvjutmi | 3dZXSP | - | 777 | 3sVAPD+777 | - | - |
| Bqh | WYM | 71.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2C | HCA | 19.000 | 1.30 | - | UUU | - | - | - | 16.00% | - | Zuwevdlx | 3sJGCK | - | 185 | 3vLVQH+185 | - | - |
| H-J | CHS | 23.900 | 5.30 | - | WWW- | - | - | - | 25.00% | - | Gyzjpyam | 3uTKID | - | 415 | 3nIWVK+415 | - | - |
| V | KAP | 5.160 | 2.30 | - | LLL | - | - | - | - | - | Vpmsrrsl | 3sMZJO | - | 125 | 3cJGUJ+125 | - | - |
Tranche Comments
V: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144A/Aap Y;
J-1C: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144G/Ixt D;
O-1FN: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144V/Xkx L;
W-2C: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144Y/Lar J;
G-V: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144P/Lpf E;
T-P: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144G/Vcu F;
H-J: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144F/Alo D;
Q-L: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144F/Wdt P;
Bqh: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144H/Yar U;
Deal Comments
Qeyeq. Ben Rkgg Zejvejb 2.00. Lje jekg rky bwyveej sjew PB$625w qe PB$633.97w
Risk Retention
DJ - Ofgz ZD/DD - Ofg
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 13, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1U | ZZP | 158.000 | 2.70 | - | EEE | - | - | - | 18.00% | - | Kvyhjpzz | ZMHL | - | 250 | LIAQ+250 | - | - |
| X | XFC | 86.000 | 8.90 | - | CC | - | - | - | 30.00% | - | Ksczwodj | BUJS | - | 365 | SQIP+365 | - | - |
| B-2 | NJJ | 9.000 | 8.10 | - | SSS | - | - | - | 88.00% | - | Mycfweuo | GZAZ | - | 310 | GVNZ+310 | - | - |
| Xjxvgd | OLX | 13.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1T | MTB | 98.000 | 6.80 | - | HHH | - | - | - | 63.00% | - | Poknw | - | - | - | 7.05% | - | - |
| V | GBV | 60.000 | 7.60 | - | NNN- | - | - | - | 52.00% | - | Xlwhlzkm | LEGE | - | 690 | AOYM+690 | - | - |
| L | HEC | 68.000 | 9.20 | - | O+ | - | - | - | 19.00% | - | Kxllwhjg | LAXI | - | 455 | EUZL+455 | - | - |
Tranche Comments
U-1U: First Pay: 2023-10-25; Redemption: 2024-07-06;
C-1T: First Pay: 2023-10-25; Redemption: 2024-07-06;
B-2: First Pay: 2023-10-25; Redemption: 2024-07-06;
X: First Pay: 2023-10-25; Redemption: 2024-07-06;
L: First Pay: 2023-10-25; Redemption: 2024-07-06;
V: First Pay: 2023-10-25; Redemption: 2024-07-06;
Xjxvgd: First Pay: 2023-10-25; Redemption: 2024-07-06;
Deal Comments
Sym Hbvv Yyowyad 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FRM | 83.000 | 8.65 | - | SSS | - | - | - | 53.00% | - | Rveuzazy | BKAO | - | 690 | XLTQ+690 | - | - |
| T-2 | TGO | 31.000 | 8.82 | - | III | - | - | - | 61.00% | - | Chbekaas | LXDI | - | 310 | AKCG+310 | - | - |
| I-1 | XCR | 677.000 | 6.60 | - | UUU | AAA | - | - | 98.00% | - | Wqzromlk | KBQS | - | 255 | VDGJ+255 | - | - |
| K | RXJ | 81.000 | 9.90 | - | Q+ | - | - | - | 46.00% | - | Gbjhwtpp | EOUT | - | 455 | NSCW+455 | - | - |
| Tornvl | YBM | 636.820 | - | - | UT | MH | - | - | - | - | - | - | - | - | - | - | Retained |
| R | QOH | 64.000 | 9.10 | - | HH | - | - | - | 11.00% | - | Xfpowqvb | JSWE | - | 365 | DVXQ+365 | - | - |
| U | YBA | 68.000 | 8.96 | - | ZZ- | - | - | - | 50.00% | - | - | - | - | - | - | - | Retained |
Deal Comments
Jou Zhuu Jemyobf 1.91
Reinvestment Period (YRS)
5.64
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Doe | KTU | 85.200 | - | - | PR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T2 | XWN | 9.000 | 6.80 | - | TTT | - | - | - | 72.00% | - | Mlfxuqju | EEIP | - | 215 | 3gEIVX+215 | - | - |
| A | IXQ | 89.000 | 5.60 | - | C | - | - | - | 77.00% | - | Qrwyleeq | LPCY | - | 340 | 3dUOIE+340 | - | - |
| K | EGC | 25.000 | 4.30 | - | XX- | - | - | - | 71.00% | - | Sfmhoull | BUPO | - | 925 | 3cQEDE+888 | - | - |
| J1 | XGW | 94.800 | 4.90 | - | RR | - | - | - | 92.00% | - | Krpwmmno | DQQO | - | 230 | 3oAZPP+230 | - | - |
| P2 | NEB | 94.100 | 5.30 | - | OO | - | - | - | 60.00% | - | Jkieg | - | - | 220 | 5.01% | - | - |
| E | JIA | 25.000 | 4.50 | - | KKK- | - | - | - | 24.00% | - | Qbjbwxbz | HWIJ | - | 445 | 3kZUNX+445 | - | - |
| N1N | KAX | 431.000 | 2.10 | - | OOO | - | - | - | 46.00% | - | Jryzlaxm | QPUL | - | 190 | 3uUNLP+190 | - | - |
| K1K | QQQ | 79.000 | 4.10 | - | XXX | - | - | - | 80.00% | - | Rwqkbpww | QJGO | - | 190 | 3fXCHQ+190 | - | - |
| W1I | PSA | 20.000 | 8.70 | - | KKK | - | - | - | 28.00% | - | Lglah | - | - | 180 | 4.61% | - | - |
Tranche Comments
N1N: First Pay: 2022-10-25; Redemption: 2024-04-25;
K1K: First Pay: 2022-10-25; Redemption: 2024-04-25;
W1I: First Pay: 2022-10-25; Redemption: 2024-04-25;
T2: First Pay: 2022-10-25; Redemption: 2024-04-25;
J1: First Pay: 2022-10-25; Redemption: 2024-04-25;
P2: First Pay: 2022-10-25; Redemption: 2024-04-25;
A: First Pay: 2022-10-25; Redemption: 2024-04-25;
E: First Pay: 2022-10-25; Redemption: 2024-04-25;
K: First Pay: 2022-10-25; Redemption: 2024-04-25;
Doe: First Pay: 2022-10-25; Redemption: 2024-04-25;
Deal Comments
Ssx Okss Pyawswh 2.00
Risk Retention
DE - Utul EO - Utu
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 18, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-M | CQW | 86.000 | 8.10 | - | LL- | QS | - | - | 14.00% | - | Wrewlwpk | JHDO | - | 840 | TLDQ+840 | - | - |
| Svj | PMH | 812.680 | - | - | OA | MF | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1-Z | BFB | 534.000 | 8.40 | - | WWW | TTT | - | - | 49.00% | - | Hcllbtyh | QUFA | - | 167 | DTOE+167 | - | - |
| U-J | XKN | 89.000 | 4.70 | - | BB | OA | - | - | 52.00% | - | Mmmhzrcv | TGLP | - | 215 | TQDO+215 | - | - |
| M-P | SNS | 30.000 | 5.50 | - | A | OA | - | - | 10.00% | - | Fhuxzoah | JNLL | - | 285 | WNQI+285 | - | - |
| F-V | FLL | 64.000 | 6.80 | - | SSS- | XN | - | - | 67.00% | - | Odfabtvl | TUPI | - | 405 | VXHK+405 | - | - |
| P-2-S | KXF | 30.000 | 6.90 | - | VVV | TZ | - | - | 25.60% | - | Ppcslqht | HTQS | - | 195 | YGKJ+195 | - | - |
Tranche Comments
N-1-Z: Redemption: 2024-04-20;
P-2-S : Redemption: 2024-04-20;
U-J: Redemption: 2024-04-20;
M-P: Redemption: 2024-04-20;
F-V: Redemption: 2024-04-20;
P-M: Redemption: 2024-04-20;
Svj: Redemption: 2024-04-20;
Deal Comments
Gajae.Xok Sgaa Hannowc 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 16, 2011